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Cardiff School of Engineering

Autumn Semester 2020/21

EN2090 Engineering Mathematics 2

Fourier Analysis
Prof. Adrian Porch
Dr Yue Zhou

ZhouY68@cardiff.ac.uk
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Why learn about “Fourier Analysis”?
Fourier methods are essential tools in Engineering analysis, used to
analyse the spectra of signals and also used to solve ordinary and
partial differential equations. In EN2090 we will concentrate on the
use of Fourier methods for spectral analysis, which is essential to a
wide range of Engineering applications (e.g. in communications
theory, signal processing, vibrational analysis, etc.).

Outline syllabus of “Fourier Analysis”


There will be approximately nine lectures/worked examples classes,
covering the following topics:
Section 1: Fourier Series
Section 2: Complex Fourier Series
Section 3: Fourier Transforms (FTs)
Section 4: Further FT Topics and Applications
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Section 1: Fourier Series

Aims of this section


• To introduce the basic concepts of the Fourier series representation
of a periodic function – in relation to IEN/EEE we will consider this
to be a general periodic waveform f (t ) in the time domain.

Objectives of this section


After completing this section you should be able to
• Calculate the fundamental and harmonic frequencies present in any
periodic waveform
• Sketch piecewise continuous and discontinuous periodic waveforms
• Understand what is meant by a waveform’s time and frequency
domain representations
• Derive the Fourier series of any given periodic waveform and
sketch the single sided spectra of the Fourier coefficients an and bn
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1.0 Some Historical Background – Joseph Fourier
Fourier was a French mathematician,
one of the founders of mathematical
physics. In 1822 he showed how heat
transfer in solids could be analysed in
terms of infinite mathematical series,
now called the Fourier series, in his
Théorie analytique de la chaleur (The
Analytical Theory of Heat). His work
paved the way to solving various
boundary-value problems, including
Joseph Fourier natural phenomena such as sunspots,
(1768-1830) tides and the weather.

His work also had a great influence on the theory of functions of a


real variable, one of the main branches of modern mathematics, and
the Fourier analysis of signals is a cornerstone of analogue and digital
communications theory.
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1.1 Periodic functions
A periodic function (usually a time-dependent waveform f (t ) in
Engineering) repeats itself indefinitely, as illustrated below. The
repeat interval is called the period, denoted by the positive number T.

Hence: f (t ) = f (t + nT )
where n = 0,  1,  2,  3, etc.
2
The period defines a fundamental (angular) frequency  =
T
Generally, a periodic waveform contains a component at dc (i.e.
 = 0) , at a fundamental frequency  and at harmonic frequencies of
integer multiples of the fundamental, i.e. at 2, 3, 4, 5, etc.
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1.2 Piecewise periodic functions
Simple examples of periodic waveforms are sin t , cos t , sin 2t , cos 2t ,
etc. Other periodic waveforms can be built up “piecewise” from
otherwise aperiodic waveforms, e.g.

f (t ) = 3, 0  t  4 f (t ) = 2 − t , 0  t  4
= −1, 4  t  6 = −6 + t , 4  t  8
f (t + 6n ) = f (t ) f (t + 8n ) = f (t )

f (t ) = t , 0t 4
f (t + 4n ) = f (t )
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1.3 Fourier’s Theorem
This states that a periodic waveform of period T can be written as the
following infinite trigonometric series
f (t ) = 12 a0 + a1 cos t + a2 cos 2t +  in-phase (cosine) series
+ b1 sin t + b2 sin 2t +  quadrature (sine) series

i.e f (t ) = 12 a0 +  (a
n =1
n cos nt + bn sin nt ) with  = 2 / T

Most periodic waveforms met in practice can be analysed in this way


(see Appendix A). The key to Fourier analysis is the evaluation of the
Fourier coefficients an and bn by Euler’s formulae (Appendix B)
T T T
2

2

2
a0 =
T
0
f (t )dt , an =
T
0
f (t ) cos(nt )dt , bn =
T  f (t )sin(nt )dt
0

Any two limits can be used on each of the integrals provided they
differ by T. Sometimes − T / 2 → T / 2 is more convenient than 0 → T .
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1.4 Some useful short cuts for finding the Fourier coefficients
• a0 is simply twice the average value (i.e. dc component) of f (t )
over the period T. If f (t ) sweeps out equal positive and negative
areas over a full cycle then by inspection a0 = 0 (examples below).
• For an even function f (− t ) = f (t ). An even periodic function can
be represented as a Fourier cosine series, so that bn = 0 for all n.
• For an odd function f (− t ) = − f (t ). An odd periodic function can
be represented as a Fourier sine series, so that an = 0 for all n.

Even function: Odd function: Neither odd nor even:


an  0, bn = 0 , an = 0, bn  0 , an  0, bn  0 ,
Average, a0  0 Average, a0 = 0 Average, a0  0
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Worked example 1.1

Calculate the period, fundamental


frequency and Fourier coefficients
of the square wave shown.

T = 20 ms →  = 2 / T = 314 s −1 (i.e. f = 1 / T =  / 2 = 50 Hz)


To find the Fourier coefficients, we split Euler’s integrals up over the
piecewise intervals that define f (t ). First calculate the dc component:
T T /2 T
2 2V0 T  2V0 T 

2

2
a0 =
T
0
f (t )dt =
T
0
V0 dt +
T 
T /2
− V0 dt =   −
T 2 T 2   =0

Note that we could have deduced the result a0 = 0 by inspection.


The waveform is an odd function of t, so we expect an = 0, bn  0 .
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To prove that an = 0 , we evaluate using:
T T /2 T
2V0 2V0
   cos(nt )dt
2
an = f (t ) cos(nt )dt = cos(nt )dt −
T T T
0 0 T /2
2V0 2V0
= sin (nt )0 −
T /2
sin (nt )TT / 2 ( N.B. T = 2)
nT nT
V0 V0 V0 V0
= sin (n ) − sin (0 ) − sin (2n ) + sin (n)
n n n n
= 0 (all four terms are zero for all values of n  1)

T T /2 T
2 2V0 2V0
bn =
T 
0
f (t ) sin (nt )dt =
T 
0
sin (nt )dt −
T  sin(nt )dt
T /2
V0
=− cos(nt )T0 / 2 + V0 cos(nt )TT / 2
n n
V V V V
= − 0 cos(n ) + 0 cos(0 ) + 0 cos(2n ) − 0 cos(n ) (n  1)
n n n n
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2V0
But cos(0) = 1 and cos(2n) = 1 for all n, so bn = (1 − cos(n))
n
Also cos(n) = − 1 if n is odd, + 1 if n is even, i.e. cos(n) = (− 1)
n

Hence, for n even → bn = 0 (i.e. b2 = b4 = b6 = b8 = 0, etc.)


4V0 4V0 4V0 4V0
For n odd → bn = (i.e. b1 = , b3 = , b5 = , etc.)
n  3 5

The Fourier series for the square wave is therefore


4V0  1 1 1 1 
f (t ) =  sin  t + sin 3 t + sin 5 t + sin 7 t + sin 9 t +  
  3 5 7 9 
Since the fundamental frequency ( n = 1) is at 50 Hz, the harmonics of
the square wave are at 150 Hz ( n = 3), 250 Hz ( n = 5), etc., but have
decreasing amplitudes (  1 / n ) as n increases.

Square wave synthesis can be investigated further using ex_1_1.mcd.


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1.5 Frequency domain representation of a periodic waveform
We have two ways of representing a waveform: in the time domain
(as a time-dependent waveform) or in the frequency domain (i.e. as a
spectrum). The plots of an and bn against n are the coefficient spectra
of the waveform. Note that plotting against n is equivalent to plotting
against frequency since each harmonic has a frequency n.
The following plots (obtained from ex_1_1.mcd) show how a square
wave (of period 1 unit) is synthesised from its Fourier components by
consideration of its spectrum, in the first case including components
up to 5 , in the second up to 20  and finally up to 50 .

1.5
1
1
f ( t) 0 bn
0.5
−1
0
0 0.5 1 1.5 2 0 2 4
t n
12
1.5
1
1
f ( t) 0 bn
0.5
−1
0
0 0.5 1 1.5 2 0 10 20
t n

1.5
1
1
f ( t) 0 bn
0.5
−1
0
0 0.5 1 1.5 2 0 20 40
t n

Gibb’s phenomenon occurs where the waveform is discontinuous. In


practical situations such “spikes” can be suppressed by smoothing.
Note that a periodic function such as this produces a discrete
frequency spectrum (i.e. consisting of lines at integer multiples of the
fundamental frequency, not in between). A real Fourier series
generates a single-sided spectrum (i.e. it consists of frequencies > 0).
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Worked example 1.2
Calculate the Fourier coefficients of a
pulse train, of period T and pulse width .
Examine its spectrum as the duty cycle
 / T is reduced.

The pulse shown is an even function of t, so bn = 0 for all n. To


evaluate an , the analysis is easier choosing limits − T / 2 → T / 2.
T /2 /2
2 2V0 2V0 
First calculate the dc component a0 =
T 
−T / 2
f (t )dt =
T  dt =
− / 2
T
Then calculate an for all the other components using
T /2 /2
2 2V0 2V0  n 
an =
T 
−T / 2
f (t ) cos(nt )dt =
T  cos(nt )dt =
− / 2
n
sin  
 T 

2V0  sin (n / T )  n  sin x


Hence an =   a0 sinc  (N.B. sincx  )
T n / T  T  x
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The graphs below show the time domain waveforms for both wide
(  / T = 0.4 ) and narrow (  / T = 0.1) pulses, together with their
associated spectra an (in units of V0 , up to frequencies 30 = 30),
calculated using ex_1_2.mcd.

Narrowing the pulse in the time domain broadens its spectrum in


the frequency domain, so higher harmonics are more significant.
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Worked example 1.3
Find the first six terms in
the Fourier series expansion
of the waveform shown, of
period 2 units.

Waveform is neither odd nor even, so both an and bn are non-zero.


It is defined mathematically by f (t ) = 2t , 0  t  1; f (t ) = 0, 1  t  2 .
Its period T = 2 units, i.e.  = 2 / T =  and T = 2 (always true).
T T /2

 2tdt =  
2

2
First find the dc component, a0 = f (t )dt = 2 1
t 0 =1
T T
0 0
T 1
2
The other a-coefficients are an =
T  f (t ) cos(nt )dt =  2t cos(nt )dt
0 0
2t 2

Integrating by parts, 2t cos(nt )dt = sin (nt ) + 2 2 cos(nt )
n n 
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2 4
Hence an = 2 2 (cos n − 1), i.e. zero for even n, − 2 2 for odd n
n  n 
T 1
2
The b-coefficients are bn =
T 
f (t ) sin (nt )dt = 2t sin (nt )dt
0

0
2t 2

Integrating by parts, 2t sin (nt )dt = −
n
cos(nt ) + 2 2 sin (nt )
n 
2 2
→ bn = − cos n = − (− 1)
n
n n
1 4 2 1 4 2
 f (t ) = − 2 cos t + sin t − sin 2t − 2 cos 3t + sin 3t + 
2    9 3
2 The graph shows the sum of
thesea first six terms in the
f( t) 1
time domain. We can add
0 more terms and examine the
0 0.5 1 1.5 2 2.5 3 3.5 4
spectrum using ex_1_3.mcd.
t
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1.6 Summary of Section 1

2
Fourier series of a f (t ) = 1 a +
periodic waveform: 2 0
n =1

(an cos nt + bn sin nt ),  =
T
The Fourier coefficients are calculated using Euler’s formulae:
k +T k +T k +T
2

2

2
a0 =
T
k
f (t )dt , an =
T
k
f (t ) cos(nt )dt , bn =
T  f (t )sin(nt )dt
k
• Plots of an and bn against n are the coefficient spectra
• Narrowing a waveform’s temporal width broadens its spectrum
2V   n 
e.g. for a rectangular pulse train an = 0 sinc 
T  T 

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